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The video below shows how to setup a spread or pair within MarketDelta and then plot it on a Footprint.
Tick Data on Pairs - Buy and Sell Volume
What makes this all possible is tick data on pairs. MarketDelta now stores this data when the pair is setup as described in the video below. This will allow users to plot Footprints of pairs (screenshot), add the volume breakdown indicator to pairs, create volume distributions of pairs (screenshot), and anything else that would require tick data.
More Details
The loading of tick data for pairs (custom instruments) has been enhanced to assign bid/ask prices for the pair ticks based on whether the underlying tick occurred at the bid or ask price. Pairs are custom instruments which plot the difference between the prices of any two underlying symbols. When either of the underlying symbols generates a trade/tick, an associated tick is generated on the pair. If the tick on the underlying goes off at the ask price, then the tick on the pair will do the same.
FAQ that covers spreads and pairs and here is another.
Tags: "How To", Footprint, Pairs, Spread, spreads
This entry was posted on Saturday, July 3rd, 2010 at 9:33 am and is filed under Footprint® Chart. You can follow any responses to this entry through the RSS 2.0 feed. You can leave a response, or trackback from your own site.
